+162.1%
EQX vs SMTC
+579.3%
-417.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.1% |
| 7D | -3.2% | +13.1% | -16.3% | -4.5% |
| 30D | +7.8% | +19.5% | -11.7% | +5.3% |
| 3M | +21.3% | +2.2% | +19.1% | +19.6% |
| 6M | -22.4% | +94.9% | -117.3% | -28.7% |
| YTD | -11.3% | +127.0% | -138.3% | -19.6% |
| 1Y | +13.5% | +174.6% | -161.1% | +1.2% |
| 3Y | +162.1% | +615.9% | -453.8% | +103.9% |
| All | +162.1% | +579.3% | -417.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling